Random Trigonometric Polynomials with Nonidentically Distributed Coefficients

K. Farahmand and T. Li

International Journal of Stochastic Analysis, 2010, vol. 2010, 1-10

Abstract:

This paper provides asymptotic estimates for the expected number of real zeros of two different forms of random trigonometric polynomials, where the coefficients of polynomials are normally distributed random variables with different means and variances. For the polynomials in the form of ð ‘Ž 0 + ð ‘Ž 1 c o s 𠜃 + ð ‘Ž 2 c o s 2 𠜃 + ⋯ + ð ‘Ž ð ‘› c o s ð ‘› 𠜃 and ð ‘Ž 0 + ð ‘Ž 1 c o s 𠜃 + ð ‘ 1 s i n 𠜃 + ð ‘Ž 2 c o s 2 𠜃 + ð ‘ 2 s i n 2 𠜃 + ⋯ + ð ‘Ž ð ‘› c o s ð ‘› 𠜃 + ð ‘ ð ‘› s i n ð ‘› 𠜃 , we give a closed form for the above expected value. With some mild assumptions on the coefficients we allow the means and variances of the coefficients to differ from each others. A case of reciprocal random polynomials for both above cases is studied.

Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:931565

DOI: 10.1155/2010/931565

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